+38.4%
FAST vs INCY
+12.8%
+25.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +4.2% | +1.1% | +3.0% | +4.0% |
| 30D | +6.7% | +8.4% | -1.8% | +5.6% |
| 3M | +8.0% | +0.4% | +7.7% | +7.8% |
| 6M | +27.4% | +22.4% | +5.0% | +22.7% |
| YTD | +40.5% | +22.5% | +18.0% | +32.7% |
| 1Y | +38.4% | +14.8% | +23.6% | +32.2% |
| All | +38.4% | +12.8% | +25.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling